Title of article :
Estimation of parameters in the fractional compound Poisson process
Author/Authors :
Wang، نويسنده , , Ying and Wang، نويسنده , , Dehui and Zhu، نويسنده , , Fukang، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2014
Abstract :
This paper discusses method-of-moments estimators for parameters in the fractional compound Poisson process and establishes asymptotic normality of estimators. Simulation are presented to illustrate the properties of the estimators.
Keywords :
Fractional compound Poisson process , Method-of-moments estimation , Mittag–Leffler function
Journal title :
Communications in Nonlinear Science and Numerical Simulation
Journal title :
Communications in Nonlinear Science and Numerical Simulation
